[R] Simulation help

[Spencer Graves]

      How about the following: 

 > set.seed(5)
 > N <- 8 # later 100000
 > (nPois <- rpois(N, 2))
[1] 1 3 4 1 0 3 2 3
 > z <- rnorm(sum(nPois))
 > V <- tapply(z, rep(1:N, nPois), sum)
 > quantile(V, c(0, .05, .25, .5, .75, .95, 1))
        0%         5%        25%        50%        75%        95%       
100%
-2.7812799 -2.4600296 -1.5393631 -1.0803926  0.5800796  1.4626007  
1.7114409

      The same code works in S-Plus 6.2 and R 1.8.1 under Windows 2000, 
though the answers different as S-Plus and R use different random number 
generators. 

      hope this helps.  spencer graves

jonathan_wang at sbcglobal.net wrote:

>I am a new R user.  As a test, I want to write a simple code that does the following simulation:
>
>1. Randomly generate a number from a distribution, say, Poisson.  Let's say that number is 3.
>2. Randomly generate 3 numbers from another distribution, say, Normal.
>3. Compute the sum of the numbers generated in step 2 and read it into a vector, V.
>4. Repeat steps 1 through 3 for 100,000 times.
>5. Derive quantiles (e.g., 0.95th, 0.99th) of V.
>
>Any help in getting me going would be greatly appreciated.
>
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